WIKI for Dina Demalchuta says:
"Origins of this idea come from Jeremiah's letter to the Babylonian exiles: "Seek the peace of the city to which I have exiled you and pray to the Lord on its behalf; for in the peace thereof you shall have peace" (Jeremiah 29:7). In the opinion of some, for the exiled Jews their submission to gentile rulers was viewed more as a "pragmatic recognition of brute force" than anything else...
The first to cite Jeremiah's message as a basis for laws concerning Jews in foreign lands was Mar Samuel, a Talmudic sage from Babylonia." (Cited in Faber, Salamon (1975). "Review of Dina de-Malkhuta Dina by Shmuel Shilo". Jewish Social Studies. 37 (3/4): 345–346.)
I've looked up Jeremiah 29:7 but didn't see any relevant reference to Dina Demalchuta.
Where does Shmuel cite Jeremiah?